Message-ID: <ce0a0a41-0bb3-9c85-4ac0-50d3e570e2b2@auckland.ac.nz>
Date: 2017-01-20T21:41:27Z
From: Rolf Turner
Subject: [FORGED] Fitting arima Models with Exogenous Variables
In-Reply-To: <CAMOcQfPK=1UZvFN5mS=Q6jH8T1qt1MMmNvoSQeh6MO9Rp9gcuA@mail.gmail.com>
On 21/01/17 02:29, Paul Bernal wrote:
> Dear friends,
>
> I have 5 exogenous variables which I?d like to incorporate into my
> auto.arima model.
>
> I was able to incorporate the xreg, and I understand that newxreg should be
> the forecast of my exogenous variables, but I have not been able to get it
> to work.
>
> Newxreg should only have one column? Should newxreg have the same number of
> rows of the training data?
>
> This is the error I keep getting but I don?t quite understand:
>
> Error in forecast.Arima(ModelAfit, h = 12, newxreg = NewXreg) :
> No regressors provided
> In addition: Warning message:
> In forecast.Arima(ModelAfit, h = 12, newxreg = NewXreg) :
> The non-existent newxreg arguments will be ignored.
>
> Any help will be greatly appreciated,
You need to provide a *reproducible example*. (Including data ---
built-in data set, dput output, or simulation recipe with a seed set ---
and an indication of what *packages* you are using.)
cheers,
Rolf Turner
--
Technical Editor ANZJS
Department of Statistics
University of Auckland
Phone: +64-9-373-7599 ext. 88276